I found an example on registering DLLs, Registering an Assembly for COM Interop in a MSI file with the Windows Installer XML toolset., and WiX complains about the \
It isn't just me that will rant and rave about how SelfReg is evil. The MSI SDK gives you a list of seven reasons why not to use SelfReg.
Example:
Ultimately, Troy's answer is all correct.